Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

NovoCure Limited (NVCR) had 120-Day Historical Volatility (Close-to-Close) of 0.7334 for 2024-05-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.7334
Historical Volatility (Parkinson)	0.6775
Implied Volatility (Calls)	0.6762
Implied Volatility (Puts)	0.6973
Implied Volatility (Mean)	0.6867
Put-Call Implied Volatility Ratio	1.0312
Implied Volatility Skew	-0.0032
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.2858
Forward Price	14.39
Call Breakeven Price	21.92
Put Breakeven Price	10.78
Option Breakeven Price	19.53